+219.0%
MGY vs VXX
-99.0%
+318.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.9% |
| 7D | +3.5% | +2.0% | +1.6% | +4.1% |
| 30D | +5.3% | -7.1% | +12.4% | +3.5% |
| 3M | +2.6% | -28.6% | +31.3% | -5.3% |
| 6M | -3.3% | -44.0% | +40.7% | -15.7% |
| YTD | +29.2% | -31.7% | +61.0% | +19.5% |
| 1Y | +18.0% | -46.3% | +64.4% | +4.0% |
| 3Y | +30.0% | -78.3% | +108.3% | +5.3% |
| 5Y | +92.7% | -95.8% | +188.5% | +9.8% |
| All | +219.0% | -99.0% | +318.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling